Cointegration and quantile regression: Some initial ideas and an exploratory study within the field of stock market common trends

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Original languageEnglish
Title of host publicationSymposium i Anvendt Statistik 2012
Number of pages13
Place of PublicationKbh.
PublisherDanmarks Statistik
Publication date2012
Pages240-252
ISBN (Print)9788750119753
Publication statusPublished - 2012

ID: 37431909